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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 701–750; page 15 of 188.

701. AlgoXpert Alpha Research Framework. A Rigorous IS WFA OOS Protocol for Mitigating Overfitting in Quantitative Strategies

     The Anh Pham, Bao Chan Nguyen, Nguyet Nguyen Thi · 2026 · intermediate · quantitative trading

     algorithmic trading · backtesting

702. Aligning Language Models with Investor and Market Behavior for Financial Recommendations

     Fernando Spadea, Oshani Seneviratne · 2025 · advanced · machine learning

     behavioral finance · financial machine learning · large language models · machine learning

703. Aligning Multilingual News for Stock Return Prediction

     Yuntao Wu, Lynn Tao, Ing-Haw Cheng · 2025 · intermediate · machine learning

     natural language processing

704. All AMMs are CFMMs. All DeFi markets have invariants. A DeFi market is arbitrage-free if and only if it has an increasing invariant

     Roger Lee · 2023 · advanced · quantitative trading

     decentralized finance · mathematical finance

705. Alleviating Non-identifiability: a High-fidelity Calibration Objective for Financial Market Simulation with Multivariate Time Series Data

     Chenkai Wang, Junji Ren, Peng Yang · 2024 · advanced · quantitative trading

     model calibration · time series

706. Almost Perfect Shadow Prices

     Eberhard Mayerhofer · 2024 · advanced · quantitative trading

     mathematical finance · optimization · transaction costs

707. Almost-Exact Simulation Scheme for Heston-type Models: Bermudan and American Option Pricing

     Mara Kalicanin Dimitrov, Marko Dimitrov, Anatoliy Malyarenko · 2025 · advanced · options

     numerical methods · option pricing · stochastic processes

708. Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis

     Fabio Maccheroni, Massimo Marinacci, Doriana Ruffino · 2010 · advanced · portfolio management

     portfolio management · portfolio optimization

709. Alpha Discovery via Grammar-Guided Learning and Search

     Han Yang, Dong Hao, Zhuohan Wang · 2026 · advanced · machine learning

     financial machine learning · machine learning

710. Alpha Mining and Enhancing via Warm Start Genetic Programming for Quantitative Investment

     Weizhe Ren, Yichen Qin, Yang Li · 2024 · intermediate · machine learning

     machine learning

711. Alpha-GPT 2.0: Human-in-the-Loop AI for Quantitative Investment

     Hang Yuan, Saizhuo Wang, Jian Guo · 2024 · advanced · machine learning

     large language models

712. Alpha-GPT: Human-AI Interactive Alpha Mining for Quantitative Investment

     Saizhuo Wang, Hang Yuan, Leon Zhou · 2023 · advanced · machine learning

     large language models

713. Alpha-R1: Alpha Screening with LLM Reasoning via Reinforcement Learning

     Zuoyou Jiang, Li Zhao, Rui Sun · 2025 · advanced · machine learning

     factor investing · financial machine learning · large language models · machine learning · reinforcement learning

714. AlphaAgent: LLM-Driven Alpha Mining with Regularized Exploration to Counteract Alpha Decay

     Ziyi Tang, Zechuan Chen, Jiarui Yang · 2025 · advanced · machine learning

     financial machine learning · large language models · machine learning

715. AlphaAgents: Large Language Model based Multi-Agents for Equity Portfolio Constructions

     Tianjiao Zhao, Jingrao Lyu, Stokes Jones · 2025 · intermediate · portfolio management

     equity markets · large language models · portfolio management

716. AlphaCrafter: A Full-Stack Multi-Agent Framework for Cross-Sectional Quantitative Trading

     Yishuo Yuan, Jiayi Sheng, Sirui Zeng · 2026 · advanced · quantitative trading

     algorithmic trading · factor investing · large language models

717. AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining

     Hongjun Ding, Binqi Chen, Jinsheng Huang · 2025 · advanced · quantitative trading

     quantitative trading

718. AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors

     Hao Shi, Weili Song, Xinting Zhang · 2024 · advanced · machine learning

     deep learning · factor investing · machine learning

719. AlphaForgeBench: Benchmarking End-to-End Trading Strategy Design with Large Language Models

     Wentao Zhang, Mingxuan Zhao, Jincheng Gao · 2026 · advanced · machine learning

     algorithmic trading · financial machine learning · large language models · machine learning

720. AlphaLogics: A Market Logic-Driven Multi-Agent System for Scalable and Interpretable Alpha Factor Generation

     Zhangyuhua Weng, Shengli Zhang, Taotao Wang · 2026 · advanced · portfolio management

     backtesting · factor investing

721. AlphaPADI: Formulaic Alpha Discovery via Pool-Aware Hierarchical Discrete Diffusion

     Yanzheng Jin, Pengyang Shao, Yunshan Ma · 2026 · advanced · machine learning

     deep learning · financial machine learning · machine learning

722. AlphaQCM: Alpha Discovery in Finance with Distributional Reinforcement Learning

     Ke Zhu, Zhoufan Zhu

     MDP · Markov decision process · Q function · Q-network · QCM · alpha discovery

723. AlphaQuanter: An End-to-End Tool-Augmented Agentic Reinforcement Learning Framework for Stock Trading

     Zheye Deng, Weixiang Yan, Changlong Yu · 2025 · advanced · machine learning

     algorithmic trading · financial machine learning · large language models · reinforcement learning

724. AlphaRJM: Reward-Jump Memory for Stochastic Return-Guided Alpha Discovery

     Sayan Dhan, Selvaraju Natarajan · 2026 · advanced · machine learning

     machine learning · reinforcement learning · stochastic processes

725. AlphaSAGE: Structure-Aware Alpha Mining via GFlowNets for Robust Exploration

     Binqi Chen, Hongjun Ding, Ning Shen · 2025 · advanced · machine learning

     deep learning · financial machine learning · machine learning · neural networks · reinforcement learning

726. AlphaSharpe: LLM-Driven Discovery of Robust Risk-Adjusted Metrics

     Kamer Ali Yuksel, Hassan Sawaf · 2025 · advanced · machine learning

     financial machine learning · large language models

727. AlphaX: An AI-Based Value Investing Strategy for the Brazilian Stock Market

     Paulo André Lima de Castro · 2025 · intermediate · machine learning

     backtesting · machine learning

728. AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios

     Boris Belyakov · 2026 · advanced · portfolio management

     backtesting · deep learning · financial machine learning · neural networks · portfolio management · portfolio optimization

729. Alternative Asymmetric Stochastic Volatility Models

     Asai, M., McAleer, M.J. · 2010 · advanced · time series

     econometrics · statistical inference · time series

730. Alternative Investment Performance Fee Arrangements and Implication for SEC Regulatory Policy: A Comment

     William Margrabe · intermediate · other

     other

731. Alternative Loss Function in Evaluation of Transformer Models

     Jakub Michańków, Paweł Sakowski, Robert Ślepaczuk · 2025 · advanced · machine learning

     deep learning · machine learning · neural networks · time series

732. Alternative models for FX: pricing double barrier options in regime-switching Lévy models with memory

     Svetlana Boyarchenko, Sergei Levendorskiĭ · 2024 · advanced · options

     derivatives · numerical methods · option pricing

733. Alternative Trading Systems and Liquidity

     Hans Degryse, Mark Van Achter · 2001 · intermediate · quantitative trading

     liquidity · market microstructure

734. Alternatives to classical option pricing

     W. Brent Lindquist, Svetlozar T. Rachev · 2024 · advanced · options

     asset pricing · derivatives · mathematical finance · option pricing

735. am-AMM: An Auction-Managed Automated Market Maker

     Austin Adams, Ciamac C. Moallemi, Sara Reynolds · 2024 · advanced · quantitative trading

     liquidity · market making

736. AMA-LSTM: Pioneering Robust and Fair Financial Audio Analysis for Stock Volatility Prediction

     Shengkun Wang, Taoran Ji, Jianfeng He · 2024 · intermediate · machine learning

     deep learning · financial machine learning · machine learning · neural networks · volatility forecasting

737. Ambiguïté, comportements et marchés financiers

     Meglena Jeleva, Jean-Marc Tallon · 2014 · intermediate · portfolio management

     asset pricing · financial economics · portfolio management

738. Ambiguity and Coordination in a Global. Game Model of Financial Crises

     Daniel Laskar · 2012 · advanced · risk management

     risk management

739. Ambiguity and the Historical Equity Premium

     Fabrice Collard, Sujoy Mukerji, Kevin Keith Sheppard · 2011 · advanced · time series

     asset pricing · financial economics · model calibration · time series

740. Ambiguity and Volatility : Asset Pricing Implications

     Pataracchia, B. · 2011 · advanced · portfolio management

     asset pricing · financial economics

741. Ambiguity Aversion, the Equity Premium and the Welfare Costs of Business Cycles

     Alonso, Irasema, Prado, Jr., Jose Mauricio · 2007 · advanced · other

     asset pricing · financial economics

742. Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature

     Massimo Guidolin, Francesca Rinaldi · 2011 · intermediate · portfolio management

     asset pricing · financial economics

743. Ambiguity Preferences and Portfolio Choices

     Milo Bianchi, Jean-Marc Tallon · 2019 · intermediate · portfolio management

     financial economics

744. Ambiguity Preferences and Portfolio Choices: Evidence from the Field

     Milo Bianchi, Jean-Marc Tallon · 2014 · intermediate · portfolio management

     portfolio management

745. Ambiguity, Pessimism, Optimism and Financial Crises in a Simple Global Game Model

     Daniel Laskar · 2013 · advanced · risk management

     financial economics

746. American Call Options Pricing With Modular Neural Networks

     Ananya Unnikrishnan · 2024 · intermediate · options

     deep learning · machine learning · neural networks · option pricing

747. American Exchange option driven by a Lévy process

     Zakaria Marah · 2023 · advanced · options

     derivatives · mathematical finance · option pricing · stochastic processes

748. American Option Pricing Under Time-Varying Rough Volatility: A Signature-Based Hybrid Framework

     Roshan Shah · 2025 · advanced · options

     derivatives · machine learning · numerical methods · option pricing · rough volatility · stochastic processes

749. American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution

     Lars Stentoft · 2008 · advanced · options

     derivatives · garch · option pricing

750. American option pricing using generalised stochastic hybrid systems

     Evelyn Buckwar, Sascha Desmettre, Agnes Mallinger · 2024 · advanced · options

     jump processes · numerical methods · option pricing · stochastic processes